+124.6%
XLP vs CF
+561.7%
-437.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | +0.7% | -3.2% | +3.9% | +1.0% |
| 30D | +10.3% | +4.3% | +5.9% | +9.7% |
| 3M | +6.5% | +2.8% | +3.7% | +6.0% |
| 6M | +8.4% | +0.6% | +7.8% | +7.9% |
| YTD | +18.2% | +56.6% | -38.4% | +11.4% |
| 1Y | +22.4% | +49.6% | -27.2% | +15.9% |
| 3Y | +41.9% | +61.5% | -19.6% | +31.7% |
| 5Y | +40.9% | +124.0% | -83.1% | +22.0% |
| All | +124.6% | +561.7% | -437.1% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling